Title :
Joint detection estimation of Gaussian signals in white Gaussian noise
Author :
Park, S.K. ; Lainiotis, D.G.
Author_Institution :
The University of Texas at Austin, Austin, Texas
Abstract :
Recent results on joint detection-estimation for discrete data are extended to the continuous data case for Gaussian signals in White Gaussian noise. Stochastic differential equations are obtained describing the temporal evolution of the sufficient statistic for minimum Bayes-risk detection and the optimal mean-square error estimate of the signal state vector. An approximate solution for the estimation equation is suggested.
Keywords :
Cost function; Covariance matrix; Differential equations; Error analysis; Gaussian noise; Least squares approximation; Random processes; Signal processing; State estimation; Stochastic resonance;
Conference_Titel :
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location :
Austin, TX, USA
DOI :
10.1109/SAP.1970.269964
